16 NQF credits at HEQSF level 8
Course entry requirements: At least 40% for ECO4112F
This course is an introduction to econometric theory and practice. It provides the tools with which to test hypotheses and generate predictions of economic activity. The main focus is on causal inference with non-experimental data. The course has a strong lab-based component in which students work with the statistical computing package Stata. The topics covered include omitted variable bias and measurement error in regression models; panel data methods; instrumental variables and two-stage least squares; limited dependent variables and sample selection corrections; and basic regression analysis with time series data (covering stationarity, unit root testing, autocorrelation, heteroscedasticity cointegration).
Lecture times: Tuesday: 11h00-12h45 & 14h00 - 14h45
DP requirements: None.
Assessment: Coursework consisting of two tests counting 15% each; one term paper counting 20%; examination 50%.
Last updated : 18 Apr 2018